EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 14/07/2010 1/ 4 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,551,666.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE AT0000A08968 REPUBLIK OSTERREICH 4.35000 15/03/19 SOVGN EUR 2,011,000.00 1.11500000 1.12953972 1.0200 EUR 2,226,965.08 AT0000385356 AUSTRIA,REPUBLIC OF 5.00000 15/07/12 SOVGN EUR 33,031,000.00 1.08000000 1.08000000 1.0100 EUR 35,320,277.23 BE0119549450 ELIA SYSTEM OPER 4.75000 13/05/14 OTHR EUR 1,463,000.00 1.08070000 1.08889863 1.0800 EUR 1,475,054.35 BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 6,044,000.00 1.30950000 1.34872602 1.0900 EUR 7,478,623.91 DE0008317272 LANDESBANK BERLIN A 4.12500 11/02/11 OTHR EUR 1,545,000.00 1.01650000 1.03390410 1.0800 EUR 1,479,057.25 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,100,000.00 0.85644000 0.86926534 1.0900 EUR 877,240.25 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94466200 0.95048391 1.0800 EUR 7,480,660.40 FR0010094623 SAINT-GOBAIN NEDERL 5.00000 25/04/14 OTHR EUR 1,000,000.00 1.06410000 1.07519589 1.0800 EUR 995,551.75 FR0010126904 BOUYGUES 4.37500 29/10/14 OTHR EUR 1,912,000.00 1.07030000 1.10134452 1.0800 EUR 1,949,787.71 FR0010359661 HSBC FRANCE VAR 00/08/11 OTHR EUR 3,600,000.00 0.99950000 1.00100055 1.0800 EUR 3,336,668.50 FR0010526848 CARREFOUR SA 5.12500 10/10/14 OTHR EUR 1,750,000.00 1.09580000 1.13483424 1.0800 EUR 1,838,851.78 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 1,706,000.00 1.13451666 1.16396871 1.0800 EUR 1,838,639.46 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03480000 1.05156712 1.0900 EUR 1,929,480.95 XS0222177809 NORDDEUTSCHE LANDES VAR 00/06/12 OTHR EUR 1,000,000.00 0.99849730 0.99901607 1.0800 EUR 925,014.88 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98255000 0.98435288 1.0800 EUR 1,914,019.49 XS0244150743 BBVA SENIOR FINANCE VAR 00/02/11 OTHR EUR 8,100,000.00 0.99510000 0.99624400 1.0800 EUR 7,471,830.00 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,102,000.00 0.99920000 0.99944222 1.0800 EUR 7,497,667.47 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 1,348,000.00 0.97880000 0.98029333 1.0800 EUR 1,223,551.30 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 1,800,000.00 1.04500000 1.06523265 1.0800 EUR 1,775,387.75 XS0306308585 CARREFOUR SA VAR 00/06/12 OTHR EUR 2,250,000.00 0.99640000 0.99710083 1.0800 EUR 2,077,293.40 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 4,750,000.00 1.05900000 1.09506164 1.0800 EUR 4,816,243.32

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 14/07/2010 2/ 4 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,551,666.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0356944636 SANTANDER INTERNATI 5.12500 11/04/11 OTHR EUR 7,800,000.00 1.01900000 1.03233904 1.0800 EUR 7,455,781.96 XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.02955000 1.03743698 1.0800 EUR 2,622,410.14 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 104,000.00 1.04390000 1.09982465 1.0800 EUR 105,909.04 XS0400017199 BMW FINANCE NV 8.87500 19/09/13 OTHR EUR 1,000,000.00 1.19470000 1.26740205 1.0800 EUR 1,173,520.42 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,395,000.00 1.14250000 1.17659246 1.0800 EUR 2,609,202.72 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 2,893,000.00 1.08400000 1.14721875 1.0800 EUR 3,073,059.11 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 2,360,000.00 1.05470000 1.07874109 1.0800 EUR 2,357,249.05 XS0413462721 EDP FINANCE B.V. 5.50000 18/02/14 OTHR EUR 2,325,000.00 1.06520000 1.08735068 1.0800 EUR 2,340,824.38 XS0415108892 IBERDROLA FINANZAS 4.87500 04/03/14 OTHR EUR 1,500,000.00 1.05575000 1.07351369 1.0800 EUR 1,490,991.24 XS0419264063 TELEFONICA EMISIONE 5.49600 01/04/16 OTHR EUR 7,450,000.00 1.07710000 1.09291041 1.0900 EUR 7,469,892.25 XS0435070288 LLOYDS TSB BANK PLC 6.37500 17/06/16 OTHR EUR 1,914,000.00 1.06920000 1.07409041 1.0900 EUR 1,886,063.34 XS0436905821 GAS NATURAL CAPITAL 5.25000 09/07/14 OTHR EUR 1,700,000.00 1.04050000 1.04136301 1.0800 EUR 1,639,182.52 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 1,100,000.00 1.08640000 1.08744794 1.0900 EUR 1,097,424.53 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98050000 1.01106506 1.0900 EUR 4,174,121.81 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 6,000,000.00 1.01130000 1.04305810 1.0900 EUR 5,741,604.22 XS0473928371 TELEKOM SLOVENIJE D 4.87500 21/12/16 OTHR EUR 1,265,000.00 1.01405000 1.04167500 1.0900 EUR 1,208,916.40 XS0479021932 SNS BANK NV 3.62500 18/07/13 OTHR EUR 2,300,000.00 1.00835000 1.02602808 1.0800 EUR 2,185,059.80 XS0496636175 BANQUE FEDERATIVE D VAR 00/03/13 OTHR EUR 2,739,000.00 0.99140000 0.99206055 1.0800 EUR 2,515,975.78 XS0518422513 RABOBANK NEDERLAND VAR 00/06/13 OTHR EUR 3,824,000.00 1.00100000 1.00191233 1.0800 EUR 3,547,511.81 XS0522407351 BRITISH AMERICAN TO 4.00000 07/07/20 OTHR EUR 1,000,000.00 1.01190000 1.01277671 1.0900 EUR 929,152.94

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 14/07/2010 3/ 4 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,551,666.66 YEAR BASIS : 360
AGGREGATE MARGINED VALUE: EUR 151,551,719.69 FORECAST MARGIN VALUE : EUR 151,551,719.69 TRANSACTION MARGIN : EUR 53.03 % 0.00

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB SUMMARY MARGIN REPORT 14/07/2010 4/ 4 FOR AUTOMATIC TRANSACTIONS TRIP A/C : 29427
TRIPARTY AGREEMENT INFO CURRENT SITUATION COLL. TAKER : 29427 THE BANK OF NEW YORK MELLON, NY COLL. GIVER : 92542 BNP PARIBAS LDN TOTAL INTENDED TRS. AMOUNT IN REF. CURRENCY : EUR 150,000,000.00 TOTAL TRANSACTION AMOUNT IN REF CURRENCY : EUR 151,551,666.66
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 53.03 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.